Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. [D'après le résumé de l'éditeur]

Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. [D'après le résumé de l'éditeur]

This concise textbook presents students with all they need for advancing in mathematical economics. Higher level undergrads as well as postgrad students in mathematical economics will find this book to be extremely useful in the course of their development as economists

This concise textbook presents students with all they need for advancing in mathematical economics. Higher level undergrads as well as postgrad students in mathematical economics will find this book to be extremely useful in the course of their development as economists